Soc. Generale Call 80 HOLN 21.06.2024
/ DE000SV7LQF9
Soc. Generale Call 80 HOLN 21.06..../ DE000SV7LQF9 /
| 2024-05-31 9:46:02 PM |
Chg.-0.022 |
Bid9:59:49 PM |
Ask9:59:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.073EUR |
-23.16% |
0.075
Bid Size: 10,000 |
0.130
Ask Size: 10,000 |
HOLCIM N |
80.00 CHF |
2024-06-21 |
Call |
Master data
| WKN: |
SV7LQF |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
HOLCIM N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 CHF |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-16 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
72.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.23 |
| Parity: |
-0.18 |
| Time value: |
0.11 |
| Break-even: |
82.82 |
| Moneyness: |
0.98 |
| Premium: |
0.04 |
| Premium p.a.: |
0.94 |
| Spread abs.: |
0.01 |
| Spread %: |
10.00% |
| Delta: |
0.37 |
| Theta: |
-0.05 |
| Omega: |
26.65 |
| Rho: |
0.02 |
Quote data
| Open: |
0.090 |
| High: |
0.140 |
| Low: |
0.063 |
| Previous Close: |
0.095 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-43.85% |
| 1 Month |
|
|
+35.19% |
| 3 Months |
|
|
+5.80% |
| YTD |
|
|
+65.91% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.150 |
0.073 |
| 1M High / 1M Low: |
0.150 |
0.052 |
| 6M High / 6M Low: |
0.320 |
0.019 |
| High (YTD): |
2024-03-28 |
0.320 |
| Low (YTD): |
2024-01-26 |
0.019 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.101 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.098 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.090 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
359.58% |
| Volatility 6M: |
|
326.38% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
